Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363)

scientific article; zbMATH DE number 6901456

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English	Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization	scientific article; zbMATH DE number 6901456

Statements

instance of

scholarly article

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title

Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (English)

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author

Aitziber Unzueta

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Laureano F. Escudero Bueno

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A. Garin

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published in

Computers \& Operations Research

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publication date

11 July 2018

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zbMATH Keywords

multistage stochastic mixed 0-1 optimization

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time stochastic dominance risk averse measure

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cluster Lagrangean problem

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subgradient method

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progressive hedging algorithm

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dynamic constrained cutting plane algorithm

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describes a project that uses

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full work available at URL

https://doi.org/10.1016/j.cor.2017.04.007

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cites work

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Identifiers

zbMATH Open document ID

1458.90492

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Mathematics Subject Classification ID

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10.1016/J.COR.2017.04.007

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Sitelinks

Mathematics(1 entry)

mardi Publication:1652363